R or Matlab which is better for Matrix programming with panel data and inequality constraints minimization?

[Huan Gao]

I have to minimize the quadratic moment conditions of GMM for Panel data non-linear dynamic model with inequality constraints and I found that this cannot be done by using Stata and Mata, at least there is no direct way for me to do inequality constrained optimization in Stata.
Therefore, I am thinking about changing software like, R or Matlab.
Also, I am working with a huge dataset.

Could you please tell me which software is more suitable for my situation?

Many thanks
Huan

[Attaullah Shah]

The question title is obviously misfit for this forum. You have not even considered Stata in the heading. For future search, the heading might not be helpful.

[Nick Cox]

I wouldn't quite agree with Attaullah here. If Stata or Mata requires extensive original programming for a problem, it is natural for people with little or no programming experience (if I'm guessing wrong, do correct me) to ask what else to use. I just don't think good answers to this question are likely here.

I don't know what other forum to recommend either. Question on which software should I use are taboo in many places, usually because they lead to unprofitable flame wars or boil down to people being partisan what they themselves use most. "You could write a program to do that in X" is a fairly empty kind of answer.

Incidentally, the proprietary name is MATLAB. I understand that this was the copyrighted name at the outset at a time when all caps names were standard (back in the day, my first language was called FORTRAN even though it wasn't an acroynm, but just a contraction like MATLAB). This is the reverse of the Stata not STATA point.

[Huan Gao]

thanks for your kind notice, I will try to close this question.

[Nick Cox]

The thread can't be deleted by you. My prediction was, unfortunately for you, correct: no one (so far) wanted to comment.